Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model

DOI10.1007/s11253-014-0979-7zbMath1307.62172OpenAlexW2093966968MaRDI QIDQ2260854

K. K. Moskvychova, Alexander V. Ivanov

Publication date: 12 March 2015

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-014-0979-7

Mathematics Subject Classification ID

Gaussian processes (60G15) General nonlinear regression (62J02) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (4)

Large deviations of the correlogram estimator of the random noise covariance function in the nonlinear regression model ⋮ Asymptotic properties of Ibragimov’s estimator for a parameter of the spectral density of the random noise in a nonlinear regression model ⋮ Asymptotic normality of the residual correlogram in the continuous-time nonlinear regression model ⋮ Asymptotic normality of the correlogram estimator of the covariance function of a random noise in the nonlinear regression model

Cites Work

• On the asymptotic distribution of the Koenker-Bassett estimator for a parameter of the nonlinear model of regression with strongly dependent noise
• Limit theorems for weighted nonlinear transformations of Gaussian stationary processes with singular spectra
• Robust Estimators in Non-linear Regression Models with Long-Range Dependence
• Estimation of harmonic component in regression with cyclically dependent errors
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Asymptotic expansion of the moments of correlogram estimator for the random-noise covariance function in the nonlinear regression model